The need for more economical catalysts for various combustion reactions is continuously driving catalyst development. We present Differential Thermal Analysis (DTA) and Differential Scanning Calorimetry (DSC) as suitable techniques for fast examination of catalyst activity for combustion reactions. The heat of reaction ΔHr generated at the catalyst in a combustible atmosphere is the measure for estimating the capability of the catalyst. Present investigations verify the reliability of both methods for the pre-selection of catalysts for further extensive investigations. To simplify the measurements and the result evaluation, a new measurement routine is introduced which is more suitable for rapid catalyst investigation than the conventional approach. For initial investigations, oxidation of 1% methane on a cobalt oxide catalyst was used. First, DTA measurements were performed. The vessel size and the amount of catalyst are considered as factors influencing the thermal signal. Simultaneous mass spectrometry measurements were used to better understand the formation of the DTA response. Comparable DSC investigations were then conducted. Finally, the behavior of catalyst was compared with two commercial palladium/alumina catalysts using DTA and DSC. Our investigations show that DTA and DSC are powerful methods to identify potential catalysts in a fast and reproducible manner, provided that all parameters influencing the thermal signal are kept constant.